This worked for me instead of the "copy things around" fix:
Once the KSP_osx folder unpacked in my Downloads folder, I ran the following command in a Terminal window:
$ xattr -dr com.apple.quarantine ~/Downloads/KSP_osx
So replace "~/Downloads/KSP_osx" with the path to your KSP folder and remove the "quarantine" attribute which is causing the hang.